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Boubacar Maïnassara, Yacouba; Esstafa, Youssef; Saussereau, Bruno Estimating FARIMA models with uncorrelated but non-independent error terms. (English) Zbl 1478.62248 Stat. Inference Stoch. Process. 24, No. 3, 549-608 (2021). MSC: 62M10 62M15 62F12 62P05 PDFBibTeX XMLCite \textit{Y. Boubacar Maïnassara} et al., Stat. Inference Stoch. Process. 24, No. 3, 549--608 (2021; Zbl 1478.62248) Full Text: DOI arXiv HAL
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Bahamonde, Natalia; Doukhan, Paul Spectral estimation in the presence of missing data. (English) Zbl 1411.62249 Theory Probab. Math. Stat. 95, 59-79 (2017) and Teor. Jmovirn. Mat. Stat. 95, 55-74 (2016). MSC: 62M10 62M15 62F12 PDFBibTeX XMLCite \textit{N. Bahamonde} and \textit{P. Doukhan}, Theory Probab. Math. Stat. 95, 59--79 (2017; Zbl 1411.62249) Full Text: DOI
Zhu, Ke; Li, Wai Keung A bootstrapped spectral test for adequacy in weak ARMA models. (English) Zbl 1337.62285 J. Econom. 187, No. 1, 113-130 (2015). MSC: 62M10 62G10 62M15 91G70 PDFBibTeX XMLCite \textit{K. Zhu} and \textit{W. K. Li}, J. Econom. 187, No. 1, 113--130 (2015; Zbl 1337.62285) Full Text: DOI Link
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. (English) Zbl 1198.62087 J. Time Ser. Anal. 29, No. 5, 906-945 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M09 60F05 60F15 62M15 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Time Ser. Anal. 29, No. 5, 906--945 (2008; Zbl 1198.62087) Full Text: DOI arXiv HAL
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Fazekas, I.; Baran, S.; Lauridsen, J. Asymptotic properties of an estimator in errors-in-variables models in the presence of validation data. (English) Zbl 1043.62524 Comput. Math. Appl. 38, No. 5-6, 31-39 (1999). MSC: 62J99 62P99 PDFBibTeX XMLCite \textit{I. Fazekas} et al., Comput. Math. Appl. 38, No. 5--6, 31--39 (1999; Zbl 1043.62524) Full Text: DOI
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Bühlmann, Peter Moving-average representation of autoregressive approximations. (English) Zbl 0847.60027 Stochastic Processes Appl. 60, No. 2, 331-342 (1995). Reviewer: F.Liese (Rostock) MSC: 60G10 60G12 PDFBibTeX XMLCite \textit{P. Bühlmann}, Stochastic Processes Appl. 60, No. 2, 331--342 (1995; Zbl 0847.60027) Full Text: DOI